Monday, September 29, 2014

Doing Bayesian Data Analysis in Python

Do you prefer Python? Some readers have undertaken to translate the computer programs from Doing Bayesian Data Analysis into Python, including Osvaldo Martin, who has this GitHub site for his ongoing project. If you are interested in what he has done, or if you are interested in contributing, please contact him. If you have your own Python-translation project going, please add a comment to this post. Thank you all for your contributions to make Bayesian methods available in all flavors.

John thanks for the post, and also for writing the book!!!Matus, did you try PyMC3? I think is faster than PyMC2. Here is a nice comparison of three python libraries for Bayesian data analysis https://jakevdp.github.io/blog/2014/06/14/frequentism-and-bayesianism-4-bayesian-in-python/

I recently started exploring Bayesian data analysis with help your excellent book and PyMC3 (Python).

I am trying to implement the hierarchical models from chapter 9. With the 'Therapeutic Touch' data set I get comparable results. With the 'Batting Average' data set, not so much. Probably something with the model definition that I am doing wrong. Have to take a closer look at that...